Rurik Hitzler

v15 Upgrade

- Integration of Calypso Collateral Management module in Banks Architecture - Defnition of functional requirements and Solution Design Documents - Specifying architecture for Collateral Management Optimizer implementation

- Calypso Securities Financing - Development and customisation Calypso v14.2 Repo, SecLending and MarginCalls (plain vanilla, TriParty, LCH) - Development and design of interface to LBBW settlement system - Development and design of interface to LBBW collateral management system - Development of extension of Calypso corporate action process (data enrichment and reconciliation with WM)

Calypso v14 upgrade

- Implementation of Fund Admin functionality in Calypso for all asset classes - Customisation of Calypso MarkitWire/LCH CCP processing (Client Clearing) - Development of fixtures for Fitnesse tests

- Implementation/customisation of IRD and CRD products in Calypso (BO and FO) - Teamlead CRD BO Development (Phase 2) - MarkitWire / Calypso customisation - MarkitWire CCP clearing

Structured Credit Derivatives FO

- FX and MM Calypso - Upgrade Calypso 6.20 to Calypso 8.04 - Optimisation and extension of SDI selection and Netting - Test and deployment automation

- Fixed Income Calypso - Implementation of Floating Rate Repos - Implementation of Multi Collateral Repos

- FX and MM Calypso - Implementation of Loans in Calypso - Optimisation and extension of Message generation (MessageEngine)

- Repos and Securities Lending Calypso - Initial implementation of Calypso at DrKW - Implementation of Repos - Implementation of Triparty Repos extending Calypso (TripartyEngine)